Efficient frontier in Matlab

I'm trying to define the efficient frontier and the efficient portfolio using these lines of code:

%Variance,Covariance matrix and expected return matrix are defined bellow.
%The investment universe contains 4 assets

for r = 0.01:0.002:0.2;

      P = [0.0845 0.0466 0.0711 0.0834
           0.0466 0.1190 0.0530 0.1140
           0.0711 0.0530 0.1410 0.0930
           0.0834 0.1140 0.0930 0.1723];

      PI = inv(P);
      R = [ 0.0725 0.1005 0.1240 0.1425];
      RT = R';
      UN = ones(4,1);
      UNT = UN';
      A = R*PI*UN;
      B = R*PI*RT;
      C = UNT*PI*UN;
      L = (C*r-A)/(B*C-A^2);
      %Lamda
      U = (B-A*r)/(B*C-A^2);
      %Mu
      X = [PI*((L*RT)+(U*UN))]
      %X is giving the asset allocation for each iteration

      VarOptimum = L*r + U
  end

Now how do I find the mimumum variance asset allocation and how do I "draw" the efficient frontier graph.

Thanks